+37.2%
M vs TW
+20.8%
+16.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +7.8% |
| 7D | +8.3% | +6.0% | +2.3% | +9.7% |
| 30D | +14.2% | +18.6% | -4.4% | +18.6% |
| 3M | -1.1% | +26.5% | -27.7% | +4.5% |
| 6M | +36.6% | +13.1% | +23.5% | +41.9% |
| YTD | +19.8% | +18.5% | +1.2% | +24.7% |
| 1Y | +37.2% | +21.7% | +15.5% | +42.5% |
| All | +37.2% | +20.8% | +16.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling